I must ask... is a Muppet movie actually a true case of the Muppets playing themselves? There's never been any continuity until now, and there are cases where the Muppets are playing themselves playing themselves. Like MTM, where they play themselves, but in a completely different continuity. GMC also has them playing themselves in a different continuity where they're extremely aware they're in a movie (not to mention Fozzie and Kermit's father). Even in TMM, Kermit states that this is approximately how it happened, having them star in a biopic.
They're clearly playing themselves in those movies vs. Storybook films where they play themselves playing other characters. But then again, you have the new Movie where the Muppets are playing themselves and referencing their movies as movies, yet at the same time trying to make a loose canon that includes them. Remember how they wanted to get Charles Grodin to reprise his role as Nicky Holiday? Now, calling "What ifs" into any sort of canon is debatable, but that adds a level of confusion.